Statistical Inference for Financial Engineering

• Κύριοι συγγραφείς: Taniguchi, Masanobu (Συγγραφέας), Amano, Tomoyuki (Συγγραφέας), Ogata, Hiroaki (Συγγραφέας), Taniai, Hiroyuki (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Σειρά: SpringerBriefs in Statistics,
• Θέματα: Statistics.; Economics, Mathematical.; Macroeconomics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.

This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear...